+2.8%
MOS vs SEDG
+117.8%
-115.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +19.7% | -8.4% | +28.1% | +20.4% |
| 30D | +21.5% | -14.1% | +35.6% | +23.2% |
| 3M | -0.4% | -12.9% | +12.5% | +0.5% |
| 6M | +4.5% | -33.0% | +37.6% | +5.9% |
| YTD | -2.9% | -4.1% | +1.2% | -9.8% |
| 1Y | -7.7% | -30.9% | +23.1% | -10.3% |
| 3Y | -25.6% | -60.7% | +35.0% | -30.7% |
| 5Y | -31.2% | -92.1% | +61.0% | -17.2% |
| 10Y | +2.8% | +97.6% | -94.8% | -30.0% |
| All | +2.8% | +117.8% | -115.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling